The LOESS Procedure

PROC LOESS uses linear or quadratic polynomials in doing the local least squares fitting. The option DEGREE = in the MODEL statement is used to specify the degree of the local polynomials used by PROC LOESS, with DEGREE = 1 being the default. In addition, when DEGREE = 2 is specified, the MODEL statement DROPSQUARE= option can be used to exclude specific monomials during the least squares fitting.

For example, the following statements use the monomials 1, x1, x2, x1*x2, and x2*x2 for the local least squares fitting.

proc loess;
   model y= x1 x2/ degree=2 dropsquare=(x1);
run;